Essays about: "“FEARS Index”"

Found 2 essays containing the words “FEARS Index”.

1. 1. A Catering Theory of Investment Policies. Do U.S. firms cater to sentiment?

   University essay from Lunds universitet/Företagsekonomiska institutionen

   Author : Philip Lindquist; Nicolas Nolén; [2023]
   Keywords : “Retail Investor Sentiment”; “FEARS Index”; “Corporate Investment Policies”; “Behavioral Corporate Finance”; “VIX”; Business and Economics;

   Abstract : The purpose is to investigate retail investors’ growing influence in shaping corporate investment policies. It further seeks to understand whether firms cater to retail investor sentiment. We employ a multiple linear regression model of a strongly-balanced panel data set, incorporating fixed effects and clustered standard errors. READ MORE

3. 2. Can FEARS predict market returns?

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Victor Löthner; Markus Palsander; [2022]
   Keywords : Investor sentiment; FEARS; Google Trends; Market returns; Limits to arbitrage;

   Abstract : [This paper examines whether internet queries provided by Google Trends can proxy investor sentiment and thereby predict future market returns. By creating our own Financial and Economic Attitudes Revealed by Searches (FEARS) index using Internet Search Volume (SVI), we examine the period 2013-2022. READ MORE